-18.3%
WDAY vs BIIB
+50.7%
-68.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -10.5% | -4.0% | -6.5% | -9.7% |
| 30D | +2.1% | +5.7% | -3.6% | +1.1% |
| 3M | +34.6% | +10.9% | +23.7% | +32.4% |
| 6M | +29.9% | +14.3% | +15.6% | +26.6% |
| YTD | -13.8% | +22.4% | -36.2% | -17.2% |
| 1Y | -18.3% | +51.1% | -69.3% | -20.9% |
| All | -18.3% | +50.7% | -68.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling